Oakmark Mutual Fund Alpha and Beta Analysis

OAKIX
 Fund
  

USD 22.79  0.16  0.71%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Oakmark International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Oakmark International over a specified time horizon. Remember, high Oakmark International's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Oakmark International Backtesting, Portfolio Optimization, Oakmark International Correlation, Oakmark International Hype Analysis, Oakmark International Volatility, Oakmark International History and analyze Oakmark International Performance.
  
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Please note that although Oakmark International alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Oakmark International did 0.06  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Oakmark International fund's relative risk over its benchmark. Oakmark International has a beta of 0.91  . Let's try to break down what Oakmark's beta means in this case. Oakmark International returns are very sensitive to returns on the market. As the market goes up or down, Oakmark International is expected to follow.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Oakmark International Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Oakmark International market risk premium is the additional return an investor will receive from holding Oakmark International long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Oakmark International. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Oakmark International's performance over market.
α-0.06   β0.91
90 days against DJI

Oakmark International expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Oakmark International's Buy-and-hold return. Our buy-and-hold chart shows how Oakmark International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Oakmark International Market Price Analysis

Market price analysis indicators help investors to evaluate how Oakmark International mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Oakmark International shares will generate the highest return on investment. By understating and applying Oakmark International mutual fund market price indicators, traders can identify Oakmark International position entry and exit signals to maximize returns.

Oakmark International Return and Market Media

The median price of Oakmark International for the period between Wed, Apr 6, 2022 and Tue, Jul 5, 2022 is 24.43 with a coefficient of variation of 4.14. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 24.35, and mean deviation of 0.86. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 

About Oakmark International Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Oakmark International has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

Oakmark International Investors Sentiment

The influence of Oakmark International's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Oakmark. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Oakmark International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Oakmark International's short interest history, or implied volatility extrapolated from Oakmark International options trading.

Current Sentiment - OAKIX

Oakmark International Investor Sentiment

Virtually all of Macroaxis users are now bullish on Oakmark International. What is your perspective on investing in Oakmark International? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

Build Portfolio with Oakmark International

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Oakmark International Backtesting, Portfolio Optimization, Oakmark International Correlation, Oakmark International Hype Analysis, Oakmark International Volatility, Oakmark International History and analyze Oakmark International Performance. Note that the Oakmark International information on this page should be used as a complementary analysis to other Oakmark International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Oakmark Mutual Fund analysis

When running Oakmark International price analysis, check to measure Oakmark International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Oakmark International is operating at the current time. Most of Oakmark International's value examination focuses on studying past and present price action to predict the probability of Oakmark International's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Oakmark International's price. Additionally, you may evaluate how the addition of Oakmark International to your portfolios can decrease your overall portfolio volatility.
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Oakmark International technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Oakmark International technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Oakmark International trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...